Mikhail Anufriev

University of Technology Sydney (UTS)

P. O. Box 123

Broadway, NSW 2007

Australia

SCHOLARLY PAPERS

9

DOWNLOADS

657

SSRN CITATIONS

15

CROSSREF CITATIONS

11

Scholarly Papers (9)

1.

A Model of Network Formation for the Overnight Interbank Market

CIFR Paper No. 103/2016
Number of pages: 49 Posted: 17 Apr 2016 Last Revised: 07 Jan 2021
Mikhail Anufriev, Andrea Deghi, Valentyn Panchenko and Paolo Pin
University of Technology Sydney (UTS), International Monetary Fund (IMF), UNSW Business School, Economics, University of New South Wales and Bocconi University - Department of Decision Sciences
Downloads 123 (289,059)
Citation 2

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Network formation, pairwise stable network, overnight market, interbank loans

2.

Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations

Macroeconomic Dynamics, Forthcoming
Number of pages: 46 Posted: 07 May 2009 Last Revised: 03 Apr 2012
University of Technology Sydney (UTS), Catholic University of Milan, Government of Canada - Bank of Canada and Catholic University of Milan
Downloads 122 (290,796)
Citation 7

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Heterogeneous Expectations, Monetary Policy, Cumulative Process, Taylor Rule

3.

Fee Structure, Return Chasing and Mutual Fund Choice: An Experiment

Number of pages: 33 Posted: 22 Mar 2012 Last Revised: 25 Apr 2015
Mikhail Anufriev, Te Bao, Angela Sutan and Jan Tuinstra
University of Technology Sydney (UTS), Nanyang Technological University (NTU) - Division of Economics, Burgundy School of Business - CEREN, ESC Dijon and University of Amsterdam - Department of Quantitative Economics (KE)
Downloads 121 (292,474)
Citation 3

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Reinforcement learning, front end load fee, operation expense, mutual fund selection

4.

Connecting the Dots: Econometric Methods for Uncovering Networks with an Application to the Australian Financial Institutions

Journal of Banking and Finance, 61, S214-S255, 2015, CIFR Paper No. 54/2015
Number of pages: 37 Posted: 06 Feb 2015 Last Revised: 06 May 2016
Mikhail Anufriev and Valentyn Panchenko
University of Technology Sydney (UTS) and UNSW Business School, Economics, University of New South Wales
Downloads 101 (331,400)
Citation 8

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5.

Simple Forecasting Heuristics that Make Us Smart: Evidence from Different Market Experiments

Number of pages: 50 Posted: 24 Jul 2015
Mikhail Anufriev, Cars H. Hommes and Tomasz Makarewicz
University of Technology Sydney (UTS), Government of Canada - Bank of Canada and University of Bamberg
Downloads 63 (436,106)
Citation 11

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Expectation Formation, Learning to Forecast Experiment, Genetic Algorithm Model of Individual Learning

6.

Asset Price Volatility and Investment Horizons: An Experimental Investigation

Number of pages: 65 Posted: 05 Oct 2020
Mikhail Anufriev, Aleksei Chernulich and Jan Tuinstra
University of Technology Sydney (UTS), New York University (NYU) - New York University Abu Dhabi and University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 53 (472,999)

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Experimental Economics, Expectations, Asset Pricing, Investment Horizons, Behavioral Finance

7.

Fund Choice Behavior and Estimation of Switching Models: An Experiment

Number of pages: 36 Posted: 07 Mar 2013
Mikhail Anufriev, Te Bao and Jan Tuinstra
University of Technology Sydney (UTS), Nanyang Technological University (NTU) - Division of Economics and University of Amsterdam - Department of Quantitative Economics (KE)
Downloads 38 (539,941)
Citation 1

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switching, discrete choice model, mutual fund, experimental economics, intensity of choice

8.

Learning in Two-Dimensional Beauty Contest Games: Theory and Evidence

UNSW Business School Research Paper Forthcoming
Number of pages: 88 Posted: 20 Jun 2019 Last Revised: 11 Sep 2021
Mikhail Anufriev, John Duffy and Valentyn Panchenko
University of Technology Sydney (UTS), University of California, Irvine and UNSW Business School, Economics, University of New South Wales
Downloads 29 (589,049)

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Beauty Contest, Learning, Stability, Simultaneous Equation Systems, Level-k theory, Cognitive hierarchy model, Experimental Economics

9.

Dissonance Minimization and Conversation in Social Networks

Number of pages: 48 Posted: 30 Nov 2021
Mikhail Anufriev, Kirill Borissov and Mikhail Pakhnin
University of Technology Sydney (UTS), European University at St. Petersburg (EUSP) and European University at St. Petersburg, Department of Economics
Downloads 7

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social networks, DeGroot learning, social influence, dissonance minimization, conversation